Anic Equity¶

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Total return since start: 0.572 %¶

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Equity now: -----------------------------> 48016.01 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46621.05 Kr¶

PnL: ---------------------------------------> -267.52 Kr¶

DD now: ---------------------------------> -1.262 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 10:55:53.642148'

Anic Portfolio¶

Today¶

Return: 0.067 %¶

This Week¶

Return: 0.215 %¶

Total¶

Return: 57.192 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -0.490000 3192.800000 221.800000 7.470000 2971.000006
HEBA B 70 -0.990000 2810.500000 174.500000 6.620000 2636.000010
FM Mattsson Mora Group B 50 1.350000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 1.490000 642.510000 65.510000 11.350000 576.999999
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
MedCap 2 -0.220000 464.000000 43.000000 10.210000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -1.130000 392.500000 37.500000 10.560000 355.000000
Boozt 12 0.140000 1690.800000 36.800000 2.220000 1653.999996
HMS Networks 2 -1.120000 709.200000 36.200000 5.380000 673.000000
SAAB B 8 0.210000 3410.400000 33.400000 0.990000 3377.000000
Resurs Holding 22 0.360000 605.880000 31.880000 5.550000 573.999998
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Intrum 4 -0.290000 544.800000 17.800000 3.380000 527.000000
Eastnine 4 -0.310000 507.200000 16.200000 3.300000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Swedbank A 3 1.790000 578.700000 14.700000 2.610000 564.000000
Securitas B 6 0.660000 583.800000 13.800000 2.420000 570.000000
Coor Service Management Hold. 8 -0.290000 545.200000 13.200000 2.480000 532.000000
OEM International B 7 -0.770000 540.400000 12.400000 2.350000 527.999997
CTEK 13 0.940000 541.710000 7.710000 1.440000 533.999999
Nordea Bank Abp 29 0.440000 3459.120000 5.120000 0.150000 3453.999992
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.870000 550.750000 4.750000 0.870000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.290000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 -0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 -0.460000 560.600000 -13.400000 -2.330000 574.000000
Midsona B 63 -0.220000 568.260000 -14.740000 -2.530000 582.999984
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
International Petroleum Corp. 5 -2.780000 559.000000 -35.570000 -5.980000 594.565215
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 -2.030000 540.360000 -72.640000 -11.850000 612.999432
Axfood 13 -0.110000 3656.900000 -99.100000 -2.640000 3756.000001
Fasadgruppen Group 35 4.100000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -1.690000 1415.700000 -248.300000 -14.920000 1663.999992
Ovzon 52 -1.070000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46621.050000 -267.520000 -1.26235% 46888.564618

Updated:¶

'2023-01-24 10:56:06.205216'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶